-25.2%
SWKS vs TD
+123.2%
-148.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.4% |
| 7D | +12.5% | +0.3% | +12.2% | +12.2% |
| 30D | +10.5% | +0.4% | +10.1% | +10.0% |
| 3M | -7.4% | +7.6% | -15.0% | -12.3% |
| 6M | +32.7% | +25.0% | +7.7% | +12.9% |
| YTD | +19.2% | +31.0% | -11.8% | -2.1% |
| 1Y | +2.4% | +65.2% | -62.8% | -28.8% |
| All | -25.2% | +123.2% | -148.5% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling